+21.8%
MTUM vs ATI
+159.9%
-138.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.7% | -5.6% | +6.4% | +2.8% |
| 30D | -2.4% | -13.7% | +11.3% | +2.7% |
| 3M | -3.6% | -0.4% | -3.3% | -4.1% |
| 6M | +23.7% | +26.2% | -2.6% | +13.5% |
| YTD | +22.9% | +73.2% | -50.3% | +5.4% |
| 1Y | +21.8% | +161.6% | -139.8% | -0.8% |
| All | +21.8% | +159.9% | -138.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling